load_dataset using default cache on Windows causes PermissionError: [WinError 5] Access is denied
## Describe the bug
Standard process to download and load the wiki_bio dataset causes PermissionError in Windows 10 and 11.

## Steps to reproduce the bug
```python
from datasets import load_dataset
ds = load_dataset('wiki_bio')
```

## Expected results
It is expected that the dataset downloads without any errors.

## Actual results
PermissionError see trace below:
```
Using custom data configuration default
Downloading and preparing dataset wiki_bio/default (download: 318.53 MiB, generated: 736.94 MiB, post-processed: Unknown size, total: 1.03 GiB) to C:\Users\username\.cache\huggingface\datasets\wiki_bio\default\1.1.0\5293ce565954ba965dada626f1e79684e98172d950371d266bf3caaf87e911c9...
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Users\username\.conda\envs\hf\lib\site-packages\datasets\load.py", line 1112, in load_dataset
    builder_instance.download_and_prepare(
  File "C:\Users\username\.conda\envs\hf\lib\site-packages\datasets\builder.py", line 644, in download_and_prepare
    self._save_info()
  File "C:\Users\username\.conda\envs\hf\lib\contextlib.py", line 120, in __exit__
    next(self.gen)
  File "C:\Users\username\.conda\envs\hf\lib\site-packages\datasets\builder.py", line 598, in incomplete_dir
    os.rename(tmp_dir, dirname)
PermissionError: [WinError 5] Access is denied: 'C:\\Users\\username\\.cache\\huggingface\\datasets\\wiki_bio\\default\\1.1.0\\5293ce565954ba965dada626f1e79684e98172d950371d266bf3caaf87e911c9.incomplete' -> 'C:\\Users\\username\\.cache\\huggingface\\datasets\\wiki_bio\\default\\1.1.0\\5293ce565954ba965dada626f1e79684e98172d950371d266bf3caaf87e911c9'
```
By commenting out the os.rename() [L604](https://github.com/huggingface/datasets/blob/master/src/datasets/builder.py#L604) and the shutil.rmtree() [L607](https://github.com/huggingface/datasets/blob/master/src/datasets/builder.py#L607) lines, in my virtual environment, I was able to get the load process to complete, rename the directory manually and then rerun the `load_dataset('wiki_bio')` to get what I needed.

It seems that os.rename() in the `incomplete_dir` content manager is the culprit. Here's another project [Conan](https://github.com/conan-io/conan/issues/6560) with similar issue with os.rename() if it helps debug this issue.

## Environment info
- `datasets` version: 1.12.1
- Platform: Windows-10-10.0.22449-SP0
- Python version: 3.8.12
- PyArrow version: 5.0.0
